+7.7%
DIS vs ALM
+12.3%
-4.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +0.3% |
| 7D | +4.4% | -6.3% | +10.7% | +4.6% |
| 30D | +10.3% | -31.4% | +41.8% | +11.6% |
| 3M | +15.5% | -40.6% | +56.1% | +17.0% |
| 6M | +11.2% | -58.6% | +69.8% | +14.3% |
| YTD | +5.6% | -7.6% | +13.2% | +4.4% |
| 1Y | +7.7% | +13.8% | -6.1% | +6.1% |
| All | +7.7% | +12.3% | -4.5% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling